Backtesting is a manual or systematic method of determining whether a trading strategy or concept has been profitable in the past. A trader can manually backtest a strategy or use backtesting software ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

While it may be true, as told by the Roman poet, Horace, and quoted by Ben Graham and David Dodd in their front piece to Security Analysis, that "many shall be restored that are fallen…", it is also ...

This paper aims to reflect the current state of the discussion on the validation of market risk forecasts by means of backtesting. Due to the upcoming Fundamental Review of the Trading Book (FRTB), ...

When backtesting a portfolio strategy, you have to decide how far back to look. Should you use all available data, stretching back decades? Or should you just look at the last few years? There are ...

In the fast-paced world of forex trading, success often hinges on preparation and strategy. Backtesting is one of the most effective ways for traders to refine their approaches before putting real ...

We propose a new backtesting framework for expected shortfall (ES) that can be used by regulators. Instead of looking at estimated capital reserve and realized cashflow separately, one can bind them ...

Robust backtesting can give useful insights on how a trading strategy might perform in the future. The use of tick data for backtesting covers many different strategies, whether they are high ...

Ozak AI might get added to institutional AI portfolios in 2026. Early backtesting points to up to 58x ROI potential.

With a wide range of markets to trade on our platforms, you’ll need a backtesting strategy that’s best suited for each asset class. Explore the benefits and risks of backtesting. Backtesting is a way ...